Dimensional Equity

*Dimensional Fund Advisors LP was founded in 1981.

Performance data shown represents past performance and is no guarantee of future results.

Diversification does not eliminate the risk of market loss.

Index Descriptions:

Dimensional Global Small Index: January 1990–present: Compiled by Dimensional from Bloomberg securities data. Market-capitalisation-weighted index of small company securities in the eligible markets, excluding those with the lowest profitability and highest relative price within their country’s small cap universe. The index also excludes those companies with the highest asset growth within their country’s small cap universe. Profitability is defined as operating income before depreciation and amortisation minus interest expense divided by book equity. Asset growth is defined as change in total assets from the prior fiscal year to current fiscal year. The index monthly returns are computed as the simple average of the monthly returns of four subindices, each one reconstituted once a year at the end of each quarter of the year. Maximum index weight of any one company is capped at 5%. Countries currently included are Australia, Austria, Belgium, Canada, Denmark, Finland, France, Germany, Hong Kong, Ireland, Israel, Italy, Japan, the Netherlands, New Zealand, Norway, Portugal, Singapore, Spain, Sweden, Switzerland, the UK and the US. Exclusions: REITs and investment companies. The index has been retrospectively calculated by Dimensional and did not exist prior to April 2008. Accordingly, the results shown during the periods prior to April 2008 do not represent actual returns of the index. The calculation methodology for the index was amended in January 2014 to include profitability as a factor in selecting securities for inclusion in the index. The calculation methodology for the index was amended in November 2019 to include asset growth as a factor in selecting securities for inclusion in the index. July 1981–December 1989: Dimensional US Small Cap Index and Dimensional International Small Cap Index combined using market cap weights. Prior to July 1981: 50% Dimensional US Small Cap Index, 50% Dimensional International Small Cap Index.

Dimensional Global Large Value Index: January 1990–present: Compiled by Dimensional from Bloomberg securities data. Consists of large cap companies in eligible markets whose relative price is in the bottom 30% of their country’s large companies, after the exclusion of utilities and companies with either negative or missing relative price data. The index emphasises companies with smaller capitalisation, lower relative price and higher profitability. The index also excludes those companies with the lowest profitability within their country’s large value universe. Profitability is defined as operating income before depreciation and amortisation minus interest expense divided by book equity. The index monthly returns are computed as the simple average of the monthly returns of four subindices, each one reconstituted once a year at the end of each quarter of the year. Maximum index weight of any one company is capped at 5%. Countries currently included are Australia, Austria, Belgium, Canada, Denmark, Finland, France, Germany, Hong Kong, Ireland, Israel, Italy, Japan, the Netherlands, New Zealand, Norway, Portugal, Singapore, Spain, Sweden, Switzerland, the UK and the US. Exclusions: REITs and investment companies. The index has been retroactively calculated by Dimensional and did not exist prior to April 2008. Accordingly, the results shown during the periods prior to April 2008 do not represent actual returns of the index. The calculation methodology was amended in January 2014 to include profitability as a factor in selecting securities for inclusion in the index. Prior to January 1990: Fama/French international value country indices and Fama/French US Large Value Research Index combined using market cap weights.

MSCI World Index: MSCI data © MSCI 2023, all rights reserved.

EURO Short-Term Rate: January 1999–present: ICE BofA Euro Currency 1-Month Deposit Offered Rate Constant Maturity Index. ICE BofA index data © 2023 ICE Data Indices, LLC. Prior to January 1999: German 3-Month Money Market Rate in deutsch mark currency.

German Consumer Price Index: German Consumer Price Index provided by the Deutsche Bundesbank. Prior to 1995, includes Western Germany only. Excludes West Berlin prior to 1962 and excludes Saarland prior to 1960.